+594.2%
AU vs UMAC
+488.3%
+105.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.0% | -4.2% |
| 7D | -7.0% | -4.0% | -3.0% | -6.9% |
| 30D | +7.3% | -9.4% | +16.7% | +7.3% |
| 3M | +33.2% | +3.0% | +30.2% | +32.3% |
| 6M | -0.6% | +27.2% | -27.8% | -2.2% |
| YTD | +26.2% | +84.7% | -58.5% | +23.3% |
| 1Y | +68.3% | +136.5% | -68.2% | +64.1% |
| All | +594.2% | +488.3% | +105.9% | +567.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling